+2,863.3%
MCHP vs BB
+266.8%
+2,596.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.6% |
| 7D | +2.8% | +0.5% | +2.2% | +2.6% |
| 30D | -12.8% | -12.4% | -0.5% | -10.4% |
| 3M | -19.2% | -15.3% | -3.9% | -17.1% |
| 6M | +14.5% | +128.8% | -114.2% | -6.9% |
| YTD | +17.1% | +107.7% | -90.5% | -2.9% |
| 1Y | +15.3% | +103.9% | -88.6% | -4.6% |
| 3Y | +0.5% | +72.6% | -72.1% | -17.9% |
| 5Y | +6.1% | -24.3% | +30.3% | +0.1% |
| 10Y | +192.2% | +3.1% | +189.1% | +109.0% |
| All | +2,863.3% | +266.8% | +2,596.5% | +972.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling